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Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model - MaRDI portal

Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (Q5414498)

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scientific article; zbMATH DE number 6292432
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Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model
scientific article; zbMATH DE number 6292432

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    Analysis of the multiple roots of the Lundberg fundamental equation in the PH (<i>n</i>) risk model (English)
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    6 May 2014
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    PH(\(n\)) risk model
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    multiple roots
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    eigenvectors
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    linear independence
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    Lundberg fundamental equation
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    Gerber-Shiu penalty function
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